-43.0%
AG vs VFC
+20.2%
-63.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.7% | -3.3% |
| 7D | -10.0% | +1.6% | -11.6% | -10.3% |
| 30D | -10.5% | +25.5% | -36.0% | -14.7% |
| 3M | -27.3% | +41.3% | -68.5% | -32.9% |
| 6M | -43.0% | +22.2% | -65.2% | -46.6% |
| All | -43.0% | +20.2% | -63.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling